+581.0%
LRCX vs IONQ
+255.2%
+325.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.3% | +3.8% | +4.9% |
| 7D | +1.9% | +0.8% | +1.1% | +1.8% |
| 30D | +0.1% | -1.0% | +1.1% | 0.0% |
| 3M | -8.5% | -39.8% | +31.3% | +0.1% |
| 6M | +38.1% | +6.4% | +31.6% | +35.0% |
| YTD | +80.1% | -11.9% | +92.0% | +79.6% |
| 1Y | +208.1% | -6.2% | +214.2% | +197.4% |
| 3Y | +350.2% | +125.7% | +224.5% | +207.9% |
| 5Y | +430.7% | +296.0% | +134.7% | +140.2% |
| All | +581.0% | +255.2% | +325.7% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IONQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling